All Stories

  1. A note on the nonlinear Volterra integral equation for the early exercise boundary

    Article • Georgian Mathematical Journal, March 2020, De Gruyter

    Professor Malkhaz Shashiashvili

  2. The weighted reverse Poincaré type inequality for the difference of two parabolic sub solutions

    Article • Mathematica Slovaca, January 2016, De Gruyter

    Professor Malkhaz Shashiashvili

  3. Area Estimation between the Early Exercise Boundaries for the American Put Option with Different Local Volatilities

    Article • SIAM Journal on Control and Optimization, January 2013, Society for Industrial & Applied Mathematics (SIAM)

    Professor Malkhaz Shashiashvili

  4. Subsolutions That Are Close in the Uniform Norm Are Close in the Sobolev Norm as Well

    Article • Applied Mathematics & Optimization, January 2012, Springer Science + Business Media

    Professor Malkhaz Shashiashvili

  5. multidimensional obstacle problem

    Article • Georgian Mathematical Journal, January 2012, De Gruyter

    Professor Malkhaz Shashiashvili

  6. Hedging American Option

    Article • Mathematical Finance, September 2010, Wiley

    Professor Malkhaz Shashiashvili

  7. The American Foreign Exchange Option in Time-Dependent One-Dimensional Diffusion Model for Exchange Rate

    Article • Applied Mathematics & Optimization, August 2008, Springer Science + Business Media

    Professor Malkhaz Shashiashvili

  8. Stochastic variational inequalities and optimal stopping: applications to the robustness of the portfolio/consumption processes

    Article • Stochastics and Stochastics Reports, December 2003, Taylor & Francis

    Professor Malkhaz Shashiashvili

  9. The skorokhod oblique reflection problem in a convex polyhedron

    Article • Georgian Mathematical Journal, March 1996, De Gruyter

    Professor Malkhaz Shashiashvili

  10. A lemma of variational distance between maximal functions with application to the skorokhod problem in a nonnegative orthant with state-dependent reflection directions

    Article • Stochastics and Stochastics Reports, June 1994, Taylor & Francis

    Professor Malkhaz Shashiashvili

  11. Semimartingale Inequalities for The Snell Envelopes

    Article • Stochastics and Stochastics Reports, March 1993, Taylor & Francis

    Professor Malkhaz Shashiashvili

  12. On a Semimartingale Inequality for Snell Envelopes

    Article • Theory of Probability and Its Applications, January 1993, Society for Industrial & Applied Mathematics (SIAM)

    Professor Malkhaz Shashiashvili